Lol I was wondering that too when I first started using Rpgmaker, on your tilesets left click and hold on one square, then drag to select as many tiles as needed~ ^o^
Also, make sure you're on the pencil drawing tool or it'll still only select that one tile if in say the square or circle tools.
(Lol I like your avatar btw, it's like the daughter of two of my game's main characters! *o*)